V-Lab
Barings Corporate Investors GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:23.20% (+0.63%)
Analysis last updated: Thursday, May 16, 2024 at 10:17 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8659 | 8.52 | |
| 0.0822 | 37.81 | |
| 0.9807 | 442.34 | |
| 5 | 10.14 |
Estimation Period:
Jan 2, 1990 to May 10, 2024
Jan 2, 1990 to May 10, 2024
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